Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47369.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45974.46 Kr¶

PnL: ---------------------------------------> -914.11 Kr¶

DD now: ---------------------------------> -2.592 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 10:58:16.606690'

Anic Portfolio¶

This Week¶

Return: -0.348 %¶

Total¶

Return: 55.071 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.240000 2719.500000 83.500000 3.170000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -1.760000 626.580000 49.580000 8.590000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.780000 394.900000 39.900000 11.240000 355.000000
SAAB B 8 0.310000 3412.000000 35.000000 1.040000 3377.000000
OEM International B 7 -1.120000 555.100000 27.100000 5.130000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 -1.310000 544.400000 12.400000 2.330000 532.000000
Intrum 4 -2.570000 538.600000 11.600000 2.200000 527.000000
HMS Networks 2 -3.770000 684.400000 11.400000 1.690000 673.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Boozt 12 -3.690000 1659.600000 5.600000 0.340000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 -0.320000 565.350000 1.350000 0.240000 564.000000
Samhällsbyggnadsbo. i Norden D 12 -3.740000 247.200000 1.200000 0.490000 246.000000
Essity B 2 0.560000 573.400000 -0.600000 -0.100000 574.000000
Resurs Holding 22 -1.030000 573.320000 -0.680000 -0.120000 573.999998
Securitas B 6 -0.960000 568.800000 -1.200000 -0.210000 570.000000
Handelsbanken A 5 0.650000 544.500000 -1.500000 -0.270000 546.000000
Essity A 4 0.170000 1146.000000 -3.000000 -0.260000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -3.050000 517.400000 -16.600000 -3.110000 533.999999
Nordea Bank Abp 29 -0.440000 3424.320000 -29.680000 -0.860000 3453.999992
International Petroleum Corp. 5 -4.370000 536.000000 -58.570000 -9.850000 594.565215
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
Sampo Oyj SDB 7 0.190000 3745.000000 -105.000000 -2.730000 3850.000000
Axfood 13 -0.430000 3612.700000 -143.300000 -3.820000 3756.000001
OX2 18 -2.240000 1493.100000 -170.900000 -10.270000 1663.999992
Fasadgruppen Group 35 1.220000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -3.830000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 45973.340000 -915.230000 -2.59437% 46888.564618

Updated:¶

'2023-01-19 10:57:31.827118'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶